GCD - a global risk management utility sharing data and knowledge within the financial industry

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GCD European Conference 2021

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Agenda to follow. 

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Publications

This report describes the Global Credit Data (GCD) methodology for calculating loss given defaults (LGDs) for unresolved loans.

This Global Credit Data (GCD) study looks into the historical effects of previous downturns on bank credit losses across various debtor types, industries and regions, with a view to helping banks u

Industry standard for benchmarking LGD / First complete account of the losses incurred during the global financial crisis of 2008

News

 

PRESS RELEASE - December 1, 2020

Latest report from Global Credit Data highlights need for unresolved defaults to be incorporated into modelling process

 

The D/U ratio is calculated as the count of rating downgrades over the count of rating upgrades for a lender during a specific period.

Upcoming events

10Mar2021

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Members

Members range from global universal banks to specialised and regional institutions, all following Basel definitions.

Data Pooling

Members share data for benchmarking their LGD, EAD and PD models on a "give to get" basis  

Working Groups

Member banks get together to study areas of common interest, e.g. Downturn LGD, Trade Finance and IFRS 9 / CECL impairment modelling.

Data Analysis & Library

Anonymised and controlled raw data is returned to member banks for their own use and analysis. GCD members have access to the library, which includes also a vast amount of analytics on the data.